+81.0%
BSX vs NTRA
+3,199.2%
-3,118.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | -16.4% | +4.1% | -20.5% | -16.9% |
| 3M | -8.9% | +50.0% | -58.9% | -14.3% |
| 6M | -38.3% | +67.3% | -105.6% | -43.1% |
| YTD | -54.9% | +43.6% | -98.5% | -57.5% |
| 1Y | -58.8% | +89.2% | -148.1% | -62.7% |
| 3Y | -21.2% | +502.5% | -523.8% | -39.8% |
| 5Y | -3.3% | +173.8% | -177.1% | -22.3% |
| All | +81.0% | +3,199.2% | -3,118.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling